+146.6%
XLK vs FE
+46.0%
+100.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | +0.8% | -1.2% | +2.0% | +1.0% |
| 3M | +4.1% | +1.7% | +2.4% | +3.6% |
| 6M | +34.8% | -7.5% | +42.2% | +36.5% |
| YTD | +30.8% | +6.3% | +24.5% | +28.6% |
| 1Y | +42.4% | +10.9% | +31.5% | +38.4% |
| 3Y | +121.8% | +46.9% | +74.9% | +94.7% |
| 5Y | +146.6% | +47.6% | +99.0% | +114.5% |
| All | +146.6% | +46.0% | +100.6% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling